+476.0%
A vs AEE
+872.4%
-396.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | +6.9% | -2.3% | +9.2% | +7.9% |
| 3M | +9.2% | +0.2% | +9.0% | +8.9% |
| 6M | +25.7% | -4.7% | +30.4% | +27.6% |
| YTD | +11.5% | +8.1% | +3.4% | +6.7% |
| 1Y | +18.4% | +8.5% | +9.8% | +12.9% |
| 3Y | +26.6% | +48.9% | -22.3% | +2.7% |
| 5Y | -12.8% | +39.9% | -52.7% | -27.9% |
| 10Y | +247.2% | +186.5% | +60.6% | +95.6% |
| All | +476.0% | +872.4% | -396.4% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling